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Significance of the complex conjugation symmetry of the DFT for real-valued input

For real-valued input $\mathbf{x} = (x_0, ..., x_{N-1})$ and its discrete Fourier transform (DFT) $\mathbf{X} = \mathcal{F}(\mathbf{x})$ we have that $$X_{N-k} = X_k^*$$ where * denotes complex ...
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2answers
23 views

Optimal estimation of the fusion of two measurements

Suppose I have a sensor measuring a quantity $\text R$. For example the sensor could be a radar estimating the range of a target. We can write: $$R(t)=r(t)+\nu_0(t)$$ where $r(t)$ is the real range ...
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1answer
13 views

How can I analyse signal with discrete wavelet transform?

With CWT it's clear enough. We have function of two variables which are scale and translation. But what about DWT? Here is Matlab code: ...
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1answer
813 views

Plotting discrete time signals involving sumations in matlab.

Many of the examples I've encountered while looking for an answer are simple functions that do not involve summations. Suppose I have the following function; ...
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21 views

Solving traveling wave usin the shooting method

The spatially-dependent Hodgkin-Huxley equation for a cylindrical dendrite or unmyelinated axon: where $\frac{a}{2\rho}\frac{\partial^2V}{\partial x^2}$ is a diffusion term $a$ is the fiber radius, ...
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6 views

How to solve a difference equation with an input?

How do you solve the difference equation (initial conditions are given) $$y(k)+ay(k-1)+by(k-2)=cx(k-1)+dx(k-2)$$ where the input $x(k)=\theta(k)$ (the unit step function). I know that the general ...
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2answers
17 views

Fourier series: can a function be odd and have a dc component?

Long story short: fourier series is taken in two subjects (for now). One doc says that the dc component is 0 if the function is odd. The other says that odd and even has no effect on the dc ...
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1answer
17 views

Autocorrelation of heaviside functions

I'm trying to find the expression that describes the auto-correlation $r_{xx}(\tau)$ of two heaviside functions $u(t)$. I was told that the result must be $1/2$, which makes total sense, as the power ...
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18 views

What is Z-tranform of signum function?

If Z-transform of x(k) is X(z), then what will be the Z-transform of sign(x(k))? Furthermore, what will be the Z transform of sign(x(k-1))?
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1answer
443 views

Kalman Filter Process Noise Covariance

I want to model the movement of a car on a straight 300m road in order to apply Kalman filter on some noisy discrete data and get an estimate of the position of the car. In a Kalman filter the matrix ...
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2answers
2k views

Undecimated Wavelet Transform (a trous algorithm) - how to determine 'anchor'/'center' of convolution filter

i am currently implementing the 'Undecimated Wavelet Transform' with the 'a trous' algorithm. See e.g. http://www.znu.ac.ir/data/members/fazli_saeid/DIP/Paper/ISSUE2/04060954_2.pdf, section II-A. As ...
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1answer
23 views

Instant frequency of sine sweep function?

Firstly, I'm not a mathematician, I'm an engineer, so you can freely make fun of the question. I have the following counter-intuitive behaviour in a sweep function. I have a sweep sine function ...
2
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1answer
978 views

How do I compute “AUC” Area under the curve number, if all I have are my TPR and FPR values?

I am trying to rank my neural network, which is trained for binary classification. That is, given a set of input signals, it outputs either a 1 or a 0. I have a training set, where I have the actual ...
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2answers
30 views

Find an function that oscillates between a given upper and lower envelope

Suppose I'm given two real, continuous functions $f(x)$ and $g(x)$ such that $f(x)\ge g(x)$ for all real $x$. I'd like to determine an oscillating function $h(x)$ that has $f(x)$ as its upper-envelope ...
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0answers
22 views

Power of a signature (sum of squares divided by number of elements)

I need to find some literature to study the theory of an exercise I am working on (it is from a course in digital image processing and pattern recognition). I have an $n\times n$ matrix, I have to ...
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31 views

Estimating a sparse vector: Mean squared error when support known

I was reading this paper ("How well can we estimate a sparse vector?" by Candès and Davenport, link: http://arxiv.org/pdf/1104.5246v5.pdf). They consider the problem of estimating a $k$-sparse vector ...
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1answer
389 views

Find convolution of u[n]-u[n-2] and u[n]-u[n-2]

Question: Find convolution of $u[n]-u[n-2]$ and $u[n]-u[n-2]$ I have found that $u[n]\cdot u[n]=n$, $u[n]\cdot u[n-2]=n-2$, $u[n-2]\cdot u[n-2]=n-4$ Use linear property, my answer is: ...
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1answer
22 views

Help in understanding a coding technique based on inverse mapping of a dynamical system

Based on paper titled : Simultaneous Arithmetic Coding and Encryption Using Chaotic Maps by Kwok-Wo Wong et. al The Authors use a non-linear dynamical system for generating keys to be used in ...
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1answer
28 views

CTFS: What happened in this integral?

Specifically, what happened in the last line to obtain the answer? It seems like they ignored the exponential term $e^{-jw_{o}kt}$?
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2answers
3k views

Finding the period of complex exponential function

I am having some trouble finding the period of the following discrete signal: $x[n]=e^{jn2\pi/3}+e^{jn3\pi/4}$
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1answer
24 views

Signal whose Laplace transform contains derived Dirac-deltas: How do I find the inverse transform?

I must reconstruct the input signal to a system, knowing the output signal and the system transfer function. At the end, I found that the Laplace-Transform of the input signal is something like: $$ ...
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2answers
37 views

$\cos(2\pi f nT +2\pi N_n) =\ cos(2\pi f nT)$ and more, why?

I am studying signals and systems and this came up? Could someone explain why is $\cos(2\pi f nT +2\pi N_n)$ equal to $\ cos(2\pi f nT)$? The book says: "because $N_n$ is an integer" I am ...
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134 views

Scale invariance and $1/f^2$ power spectrum

In the paper Occlusion Models for Natural Images : A Statistical Study of a Scale-Invariant Dead Leaves Model; Lee, A. B. Mumford, D. B. Huang, J.; International Journal of Computer Vision I read ...
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1answer
440 views

Wavelet or FFT for Transient signal analysis?

For now I use FFT to analyze the response of an electrical system to some transient signal. The transient signal is $x(t)$, which translates to $X(w)$ in the frenquency domain. On the other hand I ...
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2answers
36 views

Prove Differentiator is Linear and Time-Invariant

The differentiator gives an output equal to the derivative of its input. Show that the differentiator is a linear time invariant system. Consider the input $f(t)=\sin(t^2).$ Attempt For ...
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1answer
19 views

Quick Fourier Series help?

I was given a graph (shown above) and was asked to represent this as a Fourier Series. I was able to solve $a_0$ with no problem. However, when I was integrating for $a_n$ and $b_n$, I was having a ...
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0answers
13 views

What is the absolute phase and the relative phase, of a signal? [on hold]

I need to know what is the absolute phase and the relative phase, of a signal? and why these phases are important in the signal processing?
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1answer
41 views

Shape of Impulse Responses of $ARMA(p,q)$ Processes

Suppose that $x_t$ is an $ARMA(p,q)$ stochastic process, $$ \phi(L)x_t = \theta(L)\varepsilon_t ,$$ where $\varepsilon_t \sim N(0,\sigma^2)$, and $\phi(L)$ and $\theta(L)$ are lag-polynomials given ...
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1answer
385 views

Convolution: $ f (-)*g = g(-)* f$ does this mean both $f$ and $g$ have to be even functions?

Assuming $f$ and $g$ are different functions, does $ f (-)*g = g(-)* f$ mean both $f$ and $g$ have to be even functions? In fact, this is equivalent to $f\star g = g \star f$ (i.e., cross-correlation ...
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23 views

Find the inverse z transform of $H(z)=\frac{0.2685}{1-0.146z^{-1}}-\frac{0.2685}{1-6.8493z^{-1}}$

I need to find the inverse z transform of: $H(z)=\frac{0.2685}{1-0.146z^{-1}}-\frac{0.2685}{1-6.8493z^{-1}}$ My initial attempt gave: $h(n)=0.2685(0.146)^nu(n)+0.2685(6.8493)^nu(-n-1)$ by using the ...
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2answers
46 views

How to show that the signal $x_n = A\cos(\omega n)$ can be fully predicted by a system with two weights $w_1,w_2$

I am trying to solve the following exercise: Show that the signal $x_n = A\cos(\omega n)$ can be fully predicted by a system with two weights $w_1,w_2$ (i.e. $x_n = w_1 x_{n-1} + w_2 x_{n-2}$). ...
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9 views

Calculate system output of 2nd Order discrete LTI with cosine input

Consider this time-discrete LTI: $$ H(z) = \frac{z^{-1} - 0.25z^{-2}}{1 - 0.5z^{-1} +0.4z^{-2}}$$ $$ = -0.625 + \frac{0.7907 e^{j1.1645}}{1-0.6324e^{-j1.1645}z^{-1}} + \frac{0.7907 ...
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1answer
17 views

What is the Permutation Matrix in FFT DFT Factorization?

Given: $$F_N = \frac{1}{\sqrt{N}} \begin{bmatrix} 1&1&1&1&\cdots &1 \\ 1&\omega&\omega^2&\omega^3&\cdots&\omega^{N-1} \\ ...
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24 views

Polar form of the Fourier transform of $\sin(t)$

I'm studying signal processing, and I came across the Fourier transform of sin(t). It ends up being a purely imaginary (dirac delta) impulse pair. But when considering the frequency domain ...
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1answer
26 views

Why is the following system is not time invariant?

The system is as follows: $y[n] = x[2n]$ Shouldnt the system be time invariant because $y[n-n_0] = x[2n-2n_0]$ and $T(x[n-n_0]) = x[2n-2n_0]$ These are both equal, therefore why is the system not ...
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39 views

Prove that taking the inverse Fourier transform of frequency returns time.

If we evaluate the inverse Fourier transform of X(w) how do we know we get x(t) back? Link to X(w) and x(t) equations I know that integrating in the frequency domain results in getting information ...
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21 views
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1answer
104 views

How does SVD work?

Trying to find information, and, no-one seems to know the answers. I have a time-series, represented by $T = [0, 1, 1, 0, \ldots, n]$ the time series is then transformed into the Spectral results: ...
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0answers
17 views

I downloaded the SPARCO package (MATLAB)and when setting it up a problem has occured

I downloaded SPARCO1.2 (MATLAB) from http://www.cs.ubc.ca/labs/scl/sparco/ and when I use the command 'sparcoSetup' it says everything is successful. But then when I use the command 'checkProblems' ...
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2answers
25 views

Signal operation, shifting and scaling

so I have a question regarding this continuous time signal: $$y(t) = \int_{-\infty}^t x(2\tau) \, d\tau$$ Now the question was to find if this function was causal, so i proceeded to check the impulse ...
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1answer
21 views

Is this system invertible?

$y(t) = \int\limits_{-\infty}^{\infty} \frac {x(t)^2}{x(t-1)} dt\\$ I was trying to prove or disprove the invertibility of this function. The only thing I could think of was differentiating it. But ...
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3answers
67 views

Is $y[n]=x[n]-x[n-1]$ invertible system?

Well, the title says everything. I know I can find a z-transform, find $H(z)$ and then find a appropriate invert system and comment on that. How do I explain it to a person who does not know ...
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0answers
37 views

Equation involving fractions of integrals

In the context of a signal processing problem, let's say we have the following angles that are functions of time $\tilde{\tau}\in[0,1]$ $ \phi_i(\tilde{\tau}) = \left\{\begin{array}{ll} ...
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16 views

How to define this test signal?

I generate any plots in any parts of the interval $[0,100]$ (let it be set $A=V^{n}$ where $n \in \mathbf Z$), I get a test signal. I would like to understand how you can write this mathematically for ...
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0answers
14 views

Pearson correlation of neural responses with it's linear estimation

I am trying to anderstand the following fact: Suppose I have a linear estimation of a stimulus: $ \hat{s} = \mathbf{w}^T(\mathbf{r} - \mathbf{f}(s_0)) + s_0$ where $\mathbf{w}$ is a vector of ...
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0answers
49 views

Fourier Transforms and Sums

Suppose I have the following sum: $$ \sum_{x = -\infty}^{\infty} \int_{-\pi}^{\pi} f(j) \; e^{i j x} dj $$ Assuming that everything is sufficiently smooth and convergent, then exchanging the sum with ...
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0answers
44 views

How can we use theory from $L^2(\mathbb{R})$ on a sequence of numbers (discrete signal)

In have problems understanding connection between theory that is done in $L^2(\mathbb{R})$ and its application on discrete signal. look at this paper ...
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39 views

Calculating a function from its auto-correlation

How do I calculate a function if I know its auto-correlation? To be more specific, I have a function of one variable, let's call it $g(x)$, and I know it's the cross-correlation of a function $f(x)$ ...
2
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1answer
59 views

Fourier transform of a 2D image, and noise cancelation

I'm a statistics grad student, and I just started getting into Digital-Image-Processing (an analogy for processing super-large contingency tables). In the book "Digital Image Processing" by Gonzalez ...
3
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2answers
49 views

Inversion of the Burrows Wheelers Transform

The "Burrows-Wheeler Transform" in signal processing is a transformation which is used in for instance data compression and pattern recognition. It can be described in mathematical terms as: Start ...